S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 15th, 2026
1 Day
11.98%
decreased by 21.66%
1 Week
14.19%
decreased by 19.45%
1 Month
26.84%
decreased by 6.80%
Analysis last updated: Tuesday, April 14, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9145 | 33.52 | |
| 0.2584 | 26.58 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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